I suppose because he created Rey's parent the old-fashioned way, and then that person had Rey. I'm not even clear on whether Palpatine fathered Rey's mother or father, which I guess doesn't matter because the movie doesn't say that it does, but that just speaks to how sloppy the whole thing was. It didn't actually give her answers about her parents; it just gave her answers about Palpatine.
I think the better question is, who in their right mind would want to have sex with Palpatine?
Women are often attracted to men with money and power, and he has both, and you know it!